+412.3%
GE vs HTZ
-92.6%
+504.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.8% |
| 7D | +6.3% | -16.4% | +22.7% | +7.4% |
| 30D | +8.9% | -15.1% | +24.0% | +9.8% |
| 3M | -9.2% | -28.2% | +19.0% | -7.8% |
| 6M | +13.2% | -73.1% | +86.3% | +21.6% |
| YTD | +9.4% | -68.3% | +77.7% | +15.4% |
| 1Y | +9.8% | -75.2% | +85.0% | +17.7% |
| 3Y | +278.2% | -81.1% | +359.3% | +295.1% |
| 5Y | +396.0% | -95.0% | +491.0% | +505.8% |
| All | +412.3% | -92.6% | +504.9% | +520.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling